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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-0.32%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$88.9B
AUM Growth
-$3B
(-3.3%)
Cap. Flow
-$3.52B
Cap. Flow
% of AUM
-3.96%
Top 10 Holdings %
Top 10 Hldgs %
48.33%
Holding
4,040
New
454
Increased
933
Reduced
750
Closed
1,745
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$103M |
| 2 |
Apple
AAPL
|
+$88M |
| 3 |
Netflix
NFLX
|
+$86.8M |
| 4 |
Amazon
AMZN
|
+$61.1M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$58.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.64B |
| 2 |
Invesco QQQ Trust
QQQ
|
+$266M |
| 3 |
SPDR Gold Trust
GLD
|
+$133M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$71.4M |
| 5 |
DCUD
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
|
+$69.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.81% |
| 2 | Consumer Discretionary | 0.77% |
| 3 | Communication Services | 0.62% |
| 4 | Industrials | 0.32% |
| 5 | Financials | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
Medtronic
MDT
$110B
| $13.8M | 0.02% |
126,966
-214,916
| -63% | -$22.4M |
|
|
BERY
502
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $13.7M | 0.02% |
+381,041
| New | +$15.6M |
|
503
PUT
Atlassian
TEAM
$28.8B
| $13.7M | 0.02% |
+109,300
| New | +$14.9M |
|
504
GE Aerospace
GE
$396B
| $13.7M | 0.02% |
307,180
+42,396
| +16% | +$1.99M |
|
505
CALL
eBay
EBAY
$49.4B
| $13.6M | 0.02% |
348,700
-452,200
| -56% | -$18.1M |
|
506
CALL
Corning
GLW
$135B
| $13.6M | 0.02% |
475,800
-36,300
| -7% | -$1.09M |
|
507
S&P Global
SPGI
$121B
| $13.6M | 0.02% |
55,361
+55,344
| +325,553% | +$13.8M |
|
|
WBA
508
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $13.3M | 0.02% |
241,000
+25,000
| +12% | +$1.34M |
|
509
CALL
Shake Shack
SHAK
$3B
| $13.3M | 0.01% |
+135,400
| New | +$12M |
|
510
PUT
Dollar General
DG
$28B
| $13.3M | 0.01% |
83,400
-144,100
| -63% | -$20.8M |
|
511
PUT
Cigna
CI
$71.5B
| $13.2M | 0.01% |
87,140
+62,200
| +249% | +$10.1M |
|
|
512
CALL
Cigna
CI
$71.5B
| $13.2M | 0.01% |
86,900
+76,800
| +760% | +$12.5M |
|
|
XLNX
513
DELISTED
Xilinx Inc
XLNX
| $13.2M | 0.01% |
137,287
+131,757
| +2,383% | +$14.4M |
|
514
VanEck Semiconductor ETF
SMH
$71.6B
| $13.1M | 0.01% |
220,690
-581,238
| -72% | -$33.6M |
|
515
Caterpillar
CAT
$401B
| $13.1M | 0.01% |
103,871
+11,012
| +12% | +$1.4M |
|
|
516
PUT
Corning
GLW
$135B
| $13.1M | 0.01% |
459,800
+77,300
| +20% | +$2.31M |
|
517
VanEck Junior Gold Miners ETF
GDXJ
$7.87B
| $13.1M | 0.01% |
360,423
-186,572
| -34% | -$7.24M |
|
518
CALL
Nucor
NUE
$62.6B
| $13M | 0.01% |
255,400
-453,800
| -64% | -$23.7M |
|
|
EXAS
519
CALL
DELISTED
Exact Sciences
EXAS
| $12.9M | 0.01% |
143,300
+73,300
| +105% | +$8.35M |
|
520
CALL
ON Semiconductor
ON
$29.9B
| $12.9M | 0.01% |
673,200
-8,500
| -1% | -$163K |
|
521
PUT
Gilead Sciences
GILD
$164B
| $12.8M | 0.01% |
202,300
-412,100
| -67% | -$26.9M |
|
522
CALL
Blackstone
BX
$109B
| $12.8M | 0.01% |
261,700
-89,800
| -26% | -$4.38M |
|
523
Wells Fargo
WFC
$270B
| $12.6M | 0.01% |
250,090
-255,694
| -51% | -$12M |
|
524
PUT
NextEra Energy
NEE
$179B
| $12.6M | 0.01% |
+216,400
| New | +$11.7M |
|
525
PUT
Ford
F
$56.3B
| $12.6M | 0.01% |
1,375,400
+456,600
| +50% | +$4.34M |
|
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HF
Parallax Volatility Advisers's Q3 2019 Portfolio in Review
As of Q3 2019, Parallax Volatility Advisers held 4,040 positions worth $88.9B, down 3.3% from $91.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Parallax Volatility Advisers withdrew a net $3.52B in Q3 2019, closing 1,745 positions and reducing 750 holdings. Its most notable exit was Dominion Energy, Inc 2016 Series A Corporate Units, an estimated $69.3M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.81% of assets, up from 0.72% a quarter earlier, followed by Consumer Discretionary and Communication Services.
Against the trend, Parallax Volatility Advisers opened a new position in International Flavors & Fragrances Inc. 6.00% Tangible Equity Units worth $35.8M.
- Parallax Volatility Advisers's largest Q3 2019 buy was International Flavors & Fragrances Inc. 6.00% Tangible Equity Units: 761,860 shares worth $35.8M.
- Parallax Volatility Advisers added most to iShares China Large-Cap ETF in Q3 2019, an estimated $103M increase.
- Parallax Volatility Advisers's biggest Q3 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $1.64B.
- Parallax Volatility Advisers fully exited Dominion Energy, Inc 2016 Series A Corporate Units in Q3 2019, selling an estimated $69.3M.
- Parallax Volatility Advisers's ten largest holdings make up 48% of its $88.9B portfolio in Q3 2019.
- Parallax Volatility Advisers opened 454 new positions and closed 1,745 in Q3 2019.
- Parallax Volatility Advisers's portfolio value fell 3.3% quarter-over-quarter to $88.9B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2019, filed 14 Nov 2019.